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Robust Gaussian Processes via Relevance Pursuit #2608

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@SebastianAment SebastianAment commented Nov 1, 2024

Summary: This commit adds the implementation of the Robust Gaussian Processes via Relevance Pursuit models and algorithms of the NeurIPS 2024 article.

Differential Revision: D65343571

@facebook-github-bot facebook-github-bot added the CLA Signed Do not delete this pull request or issue due to inactivity. label Nov 1, 2024
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This pull request was exported from Phabricator. Differential Revision: D65343571

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codecov bot commented Nov 1, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 99.98%. Comparing base (88f47bc) to head (69d5b6a).
Report is 1 commits behind head on main.

Additional details and impacted files
@@           Coverage Diff            @@
##             main    #2608    +/-   ##
========================================
  Coverage   99.98%   99.98%            
========================================
  Files         196      198     +2     
  Lines       17431    17892   +461     
========================================
+ Hits        17429    17890   +461     
  Misses          2        2            

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SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Nov 4, 2024
Summary:
Pull Request resolved: pytorch#2608

This commit adds the implementation of the [Robust Gaussian Processes via Relevance Pursuit](https://arxiv.org/pdf/2410.24222) models and algorithms of the NeurIPS 2024 article.

Differential Revision: D65343571
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This pull request was exported from Phabricator. Differential Revision: D65343571

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This pull request was exported from Phabricator. Differential Revision: D65343571

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Nov 5, 2024
Summary:
Pull Request resolved: pytorch#2608

This commit adds the implementation of the [Robust Gaussian Processes via Relevance Pursuit](https://arxiv.org/pdf/2410.24222) models and algorithms of the NeurIPS 2024 article.

Differential Revision: D65343571
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This pull request was exported from Phabricator. Differential Revision: D65343571

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Nov 5, 2024
Summary:
Pull Request resolved: pytorch#2608

This commit adds the implementation of the [Robust Gaussian Processes via Relevance Pursuit](https://arxiv.org/pdf/2410.24222) models and algorithms of the NeurIPS 2024 article.

Differential Revision: D65343571
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This pull request was exported from Phabricator. Differential Revision: D65343571

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Nov 5, 2024
Summary:
Pull Request resolved: pytorch#2608

This commit adds the implementation of the [Robust Gaussian Processes via Relevance Pursuit](https://arxiv.org/pdf/2410.24222) models and algorithms of the NeurIPS 2024 article.

Differential Revision: D65343571
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I just read the paper, and really like it! We will definitely integrate it into our workflows, as this problem is very common for our experimental data. Currently we are sometimes using iterative trimming.

Any plan when this will land in main?

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Great to hear @jduerholt! I'll just need to get test coverage to 100%, will try to get the time for this within the next two weeks. Would be curious to learn about your experience if / when you start using the model.

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jduerholt commented Nov 8, 2024

I will update you, as soon as it will land here in main, I will integrate it into our workflows ;) And then update you on our experience.

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This pull request was exported from Phabricator. Differential Revision: D65343571

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Dec 3, 2024
Summary:
Pull Request resolved: pytorch#2608

This commit adds the implementation of the [Robust Gaussian Processes via Relevance Pursuit](https://arxiv.org/pdf/2410.24222) models and algorithms of the NeurIPS 2024 article.

Reviewed By: esantorella

Differential Revision: D65343571
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This pull request was exported from Phabricator. Differential Revision: D65343571

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Dec 3, 2024
Summary:
Pull Request resolved: pytorch#2608

This commit adds the implementation of the [Robust Gaussian Processes via Relevance Pursuit](https://arxiv.org/pdf/2410.24222) models and algorithms of the NeurIPS 2024 article.

Reviewed By: esantorella

Differential Revision: D65343571
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This pull request was exported from Phabricator. Differential Revision: D65343571

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Dec 3, 2024
Summary:
Pull Request resolved: pytorch#2608

This commit adds the implementation of the [Robust Gaussian Processes via Relevance Pursuit](https://arxiv.org/pdf/2410.24222) models and algorithms of the NeurIPS 2024 article.

Reviewed By: esantorella

Differential Revision: D65343571
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Dec 3, 2024
Summary:
Pull Request resolved: pytorch#2608

This commit adds the implementation of the [Robust Gaussian Processes via Relevance Pursuit](https://arxiv.org/pdf/2410.24222) models and algorithms of the NeurIPS 2024 article.

Reviewed By: esantorella

Differential Revision: D65343571
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This pull request was exported from Phabricator. Differential Revision: D65343571

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Dec 3, 2024
Summary:
Pull Request resolved: pytorch#2608

This commit adds the implementation of the [Robust Gaussian Processes via Relevance Pursuit](https://arxiv.org/pdf/2410.24222) models and algorithms of the NeurIPS 2024 article.

Reviewed By: esantorella

Differential Revision: D65343571
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This pull request was exported from Phabricator. Differential Revision: D65343571

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Dec 3, 2024
Summary:
Pull Request resolved: pytorch#2608

This commit adds the implementation of the [Robust Gaussian Processes via Relevance Pursuit](https://arxiv.org/pdf/2410.24222) models and algorithms of the NeurIPS 2024 article.

Reviewed By: esantorella

Differential Revision: D65343571
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This pull request was exported from Phabricator. Differential Revision: D65343571

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This pull request was exported from Phabricator. Differential Revision: D65343571

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Dec 4, 2024
Summary:
Pull Request resolved: pytorch#2608

This commit adds the implementation of the [Robust Gaussian Processes via Relevance Pursuit](https://arxiv.org/pdf/2410.24222) models and algorithms of the NeurIPS 2024 article.

Reviewed By: esantorella

Differential Revision: D65343571
SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Dec 4, 2024
Summary:
Pull Request resolved: pytorch#2608

This commit adds the implementation of the [Robust Gaussian Processes via Relevance Pursuit](https://arxiv.org/pdf/2410.24222) models and algorithms of the NeurIPS 2024 article.

Reviewed By: esantorella

Differential Revision: D65343571
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This pull request was exported from Phabricator. Differential Revision: D65343571

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Dec 4, 2024
Summary:
Pull Request resolved: pytorch#2608

This commit adds the implementation of the [Robust Gaussian Processes via Relevance Pursuit](https://arxiv.org/pdf/2410.24222) models and algorithms of the NeurIPS 2024 article.

Reviewed By: esantorella

Differential Revision: D65343571
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This pull request was exported from Phabricator. Differential Revision: D65343571

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Dec 4, 2024
Summary:
Pull Request resolved: pytorch#2608

This commit adds the implementation of the [Robust Gaussian Processes via Relevance Pursuit](https://arxiv.org/pdf/2410.24222) models and algorithms of the NeurIPS 2024 article.

Reviewed By: esantorella

Differential Revision: D65343571
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This pull request was exported from Phabricator. Differential Revision: D65343571

1 similar comment
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This pull request was exported from Phabricator. Differential Revision: D65343571

SebastianAment added a commit to SebastianAment/botorch that referenced this pull request Dec 4, 2024
Summary:
Pull Request resolved: pytorch#2608

This commit adds the implementation of the [Robust Gaussian Processes via Relevance Pursuit](https://arxiv.org/pdf/2410.24222) models and algorithms of the NeurIPS 2024 article.

Reviewed By: esantorella

Differential Revision: D65343571
Summary:
Pull Request resolved: pytorch#2608

This commit adds the implementation of the [Robust Gaussian Processes via Relevance Pursuit](https://arxiv.org/pdf/2410.24222) models and algorithms of the NeurIPS 2024 article.

Reviewed By: esantorella

Differential Revision: D65343571
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This pull request was exported from Phabricator. Differential Revision: D65343571

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This pull request has been merged in 5012fe8.

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